I would recommend following at these two tutorials and combining what you learned.
tutorials/490/choosing-a-character-in-a-game - as the title states this would be for character select.
tutorials/1234/level-selection (You can mute the music as he doesn't talk)
This one is for locking/unlocking/showing completed levels, which should give you a simple idea as to how to lock/unlock characters.
I'm not yet able to post full links here yet, so you would have to copy paste them at the end of scirra.com/